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    More On COOPERATORSR…


    Co-operators Canadian Resource VP (COOPERATORSR.TO)

    195.09 Up 7.48(3.99%) Aug 27

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2005):51.03%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.98%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)0.61-2.69
    Beta (against Standard Index)0.660.97
    Mean Annual Return-0.21-0.65
    R-squared (against Standard Index)83.2172.67
    Standard Deviation11.8318.82
    Sharpe Ratio-0.29-0.36
    Treynor Ratio-6.27-65.03
    5 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)1.38-2.82
    Beta (against Standard Index)0.831.12
    Mean Annual Return-0.12-0.58
    R-squared (against Standard Index)86.1274.84
    Standard Deviation15.1921.94
    Sharpe Ratio-0.16-0.31
    Treynor Ratio-4.22-7.71
    10 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)0.900.46
    Beta (against Standard Index)0.951.01
    Mean Annual Return0.310.28
    R-squared (against Standard Index)92.4976.34
    Standard Deviation20.5124.28
    Sharpe Ratio0.100.09
    Treynor Ratio-0.13-0.84